"May-Joe" was born on a farm in Ashland County, Ohio, on October 16, 1905, the child - or children - of Mr. and Mrs. Luther Ethinger. The child had three buttocks, three legs, all poorly developed, two stomachs, and two sets of kidneys. Most remarkable was the fact that he was a hermaphrodite (or, more properly, a pseudohermaphrodite). Despite this ambiguity, the parents assigned their baby a masculine name, George Francis, and reared him as a male for the first years of his life.

When George was still less than a year old, his parents hired a team known only as Bolus and Startzel to manage what they imagined would be a grand exhibition career. No mention of this pair has been found outside of May-Joe's promotional material, however. The mysterious managers seem to have disappeared by the time the 1909 season of Buffalo Bill's Great Wild West and Pawnee Bill's Great Far East shows, May-Joe's first taste of sideshow life, ended, and he was back in the hands of his parents. They attempted to exhibit him in the town of Wooster, Ohio, but were shut down by the local Humane Society. The Ethingers turned instead to the Starling-Ohio Medical College (now part of Ohio State University) in Columbus, and allowed their son to be shown to medical studends by a Dr. J.A. Ribel.

Very little is known of what became of May-Joe after about 1910, but the photographic record indicates that he lived at least to adolescence. As May-Joe grew up, he spent a number of years living as a she, under various feminine (but always double) stage names such as Joe-Pearl, Josephine-Pearl and Elsie-Lynn. Photographs suggest she may have lived in a hospital or sanitorium, and she is often shown accompanied by nurses. Although May-Joe had three legs, all of these were badly deformed and she could neither walk nor stand. Additionally, severe scoliosis meant that she could not even sit upright.

When May-Joe entered puberty, she chose to shed the frilly frocks and giant bows and live as a male again. This sort of natural sex-change is not altogether uncommon among pseudohermaphrodites, people with ambiguous genitalia but only one type of gonads. It's likely that May-Joe had testicles, but that his external genitalia was more consistent with that of a female, so his parents, or his management, raised him as a girl. At puberty, when the testicles became active, he elected to live as a boy.